I would like to apply a GREP style to all words after a double line break (before the next line break). Basicly highlight all the titles in the document. What would be the code for that?
You should never, ever use multiple line breaks... If your text reflows, line breaks could be located on top of a column or a frame, which is definitely not what you want (see example below).
I strongly suggest you get rid of them, and apply a specific paragraph style to your title, with some space before.
Assuming your document is already set up this way, you can use the Search/Replace Grep feature to get rid of those multiple line breaks while applying Title paragraph style.
Searching (^\r\r)(.) and replacing by $2 should do the trick.
Note that in your screenshot, we can see a unwanted space before line break, which won't allow this Grep query to work properly.